ISBN is

978-3-540-60243-9 / 9783540602439

Stochastic Differential Equations: An Introduction With Applications (Universitext)

by

Publisher:Springer-Verlag

Edition:Softcover

Language:English

Prices INCLUDE standard shipping to United States
Show prices without shipping
Change shipping destination/currency
Shipping prices may be approximate. Please verify cost before checkout.

About the book:

An introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in economics, biology and physics. The basic idea of the presentation is to start from some basic results (without proofs) of the easier cases and develop the theory from there, and to concentrate on the proofs of the easier cases (which nevertheless are often sufficiently general for many purposes) in order to be able to reach quickly the parts of the theory which is most important for the applications.

Search under way...

Search complete.

Click on the price to find out more about a book.

New books: 1 - 15 of 15

   

Used books: 1 - 25 of 45